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Derivatives

Interest-Rate Swap Levels (Oct. 31, 2001)

Interest-Rate Swap Levels (Oct. 31, 2001)
Maturity 1 2 3 4 5 6 7 8 9 10 12 15 20 25 30
Euro 3.2225 3.3475 3.6 3.8375 4.0475 4.23 4.3825 4.5075 4.6175 4.7075 4.855 5.02 5.1825 5.25 5.26
Dollar 2.3559 3.0343 3.6427 4.0796 4.387 4.6248 4.8044 4.9428 5.0515 5.1503 5.319 5.5069 5.6747 5.726 5.7636
Source: Deutsche Bank


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